Related papers: Stochastic System with Colored Noise and Absorbing…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
Fluctuation-dominated phase ordering refers to a steady state in which the magnitude of long-range order varies strongly owing to fluctuations, and to the associated coarsening phenomena during the approach to steady state. Strong…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
Variability on external conditions has important consequences for the dynamics and the organization of biological systems. In many cases, the characteristic timescale of environmental changes as well as their correlations play a fundamental…
The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^{a}$ is determined by an exponent $0<a<1$ ($x$ being…
We employ phase-sensitive amplification to perform homodyne detection of the resonance fluorescence from a driven superconducting artificial atom. Entanglement between the emitter and its fluorescence allows us to track the individual…
We study a biologically inspired, inherently non-equilibrium model consisting of self-propelled particles. In the model, particles move on a plane with a velocity of constant magnitude; they locally interact with their neighbors by choosing…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…